I understand that this is because of the historical nature of data, but us there any way we can simulate the long/short price to be the exact breakout price and not next candle open or close !?
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Long Entry at the break out price on historical data
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Long Entry at the break out price on historical data
While working on a strategy to backtest , I am facing an issue : I want to enter long / short on break of a 30 min swing high / low. But when I use EnterLong or EnterShort methods , it enters on the open price of the next candle and not on the breakout price.
I understand that this is because of the historical nature of data, but us there any way we can simulate the long/short price to be the exact breakout price and not next candle open or close !? -
Hello sachin shetty,
You would either need to use high fill resolution here or an added series to add granularity for intrabar fills. The other alternative is to use a realtime testing mode such as market replay or live data.
There is a sample of backtesting with added granularity here: https://ninjatrader.com/support/help...ipt_strate.htm
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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